Simon/Cycles
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  • 267f040fe8 Merge branch 'xgboost' main Simon Moisy 2025-07-11 09:04:49 +08:00
  • 65f30a4020 Enhance backtesting framework with static task processing and progress management. Introduced static task processing for parallel execution, improved error handling, and added a progress manager for better task tracking. Updated BacktestRunner to support progress callbacks and optimized worker allocation based on system resources. Added new configuration files for flexible backtesting setups. xgboost Simon Moisy 2025-07-10 10:23:41 +08:00
  • be331ed631 Remove unused GSheetBatchPusher class and xgboost model file to streamline codebase and eliminate deprecated components. Simon Moisy 2025-06-25 13:11:17 +08:00
  • 6c5dcc1183 Implement backtesting framework with modular architecture for data loading, processing, and result management. Introduced BacktestRunner, ConfigManager, and ResultProcessor classes for improved maintainability and error handling. Updated main execution script to utilize new components and added comprehensive logging. Enhanced README with detailed project overview and usage instructions. Simon Moisy 2025-06-25 13:08:07 +08:00
  • 02e5db2a36 Added comprehensive rules for global development standards, architecture guidelines, code review processes, context management, PRD creation, documentation standards, enhanced task list management, task generation, iterative workflow, project-specific rules, refactoring practices, and task list management. These rules aim to improve code quality, maintainability, and integration of AI-assisted development. Simon Moisy 2025-06-25 13:07:14 +08:00
  • a877f14e65 loo on features Simon Moisy 2025-05-30 20:06:28 +08:00
  • 082a2835b6 Implemented Supertrend indicators for feature engineering in main.py, including caching of computed features. Updated plotting functions in plot_results.py to save charts in a dedicated directory and added new functions for directional accuracy and prediction transition heatmaps. Simon Moisy 2025-05-30 18:14:42 +08:00
  • ada6150413 Added multiple technical indicators for feature engineering, including ADX, TRIX, Vortex, KAMA, Force Index, EOM, MFI, ADI, TEMA, StochRSI, and Awesome Oscillator. Improved NaN handling and implemented leave-one-out feature evaluation with results saved to CSV. Simon Moisy 2025-05-30 17:59:09 +08:00
  • ced64825bd reverted to sequential computing for features, added one distribution visualization graph Simon Moisy 2025-05-30 15:54:48 +08:00
  • 2f98463df8 more uv updates Simon Moisy 2025-05-30 15:54:14 +08:00
  • 2a52ffde9a cleanup and uv updates Simon Moisy 2025-05-30 15:36:43 +08:00
  • a22914731f gitignore updated, model file Simon Moisy 2025-05-30 12:31:20 +08:00
  • 81e4b640a7 model updated Simon Moisy 2025-05-30 12:29:37 +08:00
  • 5ef12c650b task IncrementalStrategy Ajasra 2025-05-29 17:04:02 +08:00
  • 5614520c58 Enhance backtesting performance and data handling Ajasra 2025-05-29 15:21:19 +08:00
  • fc7e8e9f8a plot optimisation to reduce points Ajasra 2025-05-29 14:45:11 +08:00
  • d8cc1a3192 parameter optimisation for strategies (can run a matrix of strategy with different parameters) Ajasra 2025-05-29 14:23:18 +08:00
  • df19ef32db bactester for strategies Ajasra 2025-05-29 14:22:50 +08:00
  • b0ea701020 Enhance DataLoader and MinuteDataBuffer for improved data handling Ajasra 2025-05-29 14:21:16 +08:00
  • 790bd9ccdd exposing parameters for metatrand too Ajasra 2025-05-29 13:05:44 +08:00
  • 2dba88b620 Added mode indicators, still WIP Simon Moisy 2025-05-29 12:45:45 +08:00
  • de67b27e37 XGBoost first iteration Simon Moisy 2025-05-29 18:28:53 +08:00
  • 6195e6b1e9 added tqdm Ajasra 2025-05-29 12:37:11 +08:00
  • 1284549106 progress print old_code Simon Moisy 2025-05-29 11:04:03 +08:00
  • a99ed50cfe cleanup of the old Incremental trader after refactopring Ajasra 2025-05-29 00:28:48 +08:00
  • 54e3f5677a cleaning up Ajasra 2025-05-29 00:11:57 +08:00
  • b9836efab7 testing strategies consistency after migration - clean up test folder from old tests Ajasra 2025-05-29 00:09:11 +08:00
  • 16a3b7af99 indicators comparison test (before and after refactoring) Ajasra 2025-05-28 23:18:11 +08:00
  • 5c6e0598c0 documentation Ajasra 2025-05-28 22:37:53 +08:00
  • 1861c336f9 TimeFrame agregator with right logic Vasily.onl 2025-05-28 18:26:51 +08:00
  • 78ccb15fda cursor rules Vasily.onl 2025-05-28 18:25:13 +08:00
  • c9ae507bb7 Implement Incremental Trading Framework Vasily.onl 2025-05-28 16:29:48 +08:00
  • 5f03524d6a never fallback to default values for fee_usd Simon Moisy 2025-05-28 02:50:40 +08:00
  • b013183f67 attempt fix for lookahead bias Simon Moisy 2025-05-27 18:08:42 +08:00
  • 74c8048ed5 shifted one day back on the metatrend to avoid lookahead bias, reverted metatrend calculus to use no cpu optimization for readability Simon Moisy 2025-05-27 17:49:55 +08:00
  • 8055f46328 ok, kind of incremental trading and backtester, but result not alligning Ajasra 2025-05-27 16:51:43 +08:00
  • 6916722a43 Merge branch 'main' of ssh://dep.sokaris.link:2222/Simon/Cycles Simon Moisy 2025-05-27 16:48:33 +08:00
  • 47551d6781 ignoring credentials jsons Simon Moisy 2025-05-27 16:47:20 +08:00
  • ed6d668a8a delete test file Vasily.onl 2025-05-26 17:13:35 +08:00
  • bff3413eed documentation Vasily.onl 2025-05-26 17:11:19 +08:00
  • 49a57df887 Implement Timeframe Aggregation in Incremental Strategy Base Vasily.onl 2025-05-26 16:56:42 +08:00
  • bd6a0f05d7 Implement Incremental BBRS Strategy for Real-time Data Processing Vasily.onl 2025-05-26 16:46:04 +08:00
  • ba78539cbb Add incremental MetaTrend strategy implementation Vasily.onl 2025-05-26 16:09:32 +08:00
  • b1f80099fe test on original data Vasily.onl 2025-05-26 14:55:03 +08:00
  • 3e94387dcb tested and updated supertrand indicators to give us the same result as in original strategy Vasily.onl 2025-05-26 14:45:44 +08:00
  • 9376e13888 random strategy Vasily.onl 2025-05-26 13:26:16 +08:00
  • d985830ecd indicators Vasily.onl 2025-05-26 13:26:07 +08:00
  • e89317c65e incremental strategy realisation Vasily.onl 2025-05-26 13:25:56 +08:00
  • d499c5b8d0 Add RandomStrategy implementation and update strategy manager Ajasra 2025-05-25 18:42:47 +08:00
  • 2418538747 Update dependencies and configuration files Ajasra 2025-05-25 15:39:10 +08:00
  • 65ae3060de revert b71faa97589d220e5046b4d530d1660f6f0abe9a vasily 2025-05-23 12:47:59 +00:00
  • b71faa9758 refactor for modularity Ajasra 2025-05-23 20:37:14 +08:00
  • c743e81af8 renaming for bb_rsi Ajasra 2025-05-23 20:15:15 +08:00
  • 969e011d48 if stop_date null in config it would use current date Vasily.onl 2025-05-23 18:02:55 +08:00
  • cb576a9dfc Merge branch 'main' of https://dep.sokaris.link/Simon/Cycles Vasily.onl 2025-05-23 17:55:17 +08:00
  • ebd8ef3d87 refactor to remove rebundant parameters and use just a config file by default too Vasily.onl 2025-05-23 17:55:13 +08:00
  • 1566044fa8 Merge branch 'main' of ssh://dep.sokaris.link:2222/Simon/Cycles Simon Moisy 2025-05-23 17:17:20 +08:00
  • 3483aaf6d7 Add CryptoComTrader class and main execution script for trading operations Simon Moisy 2025-05-23 17:14:26 +08:00
  • 256ad67742 refactor Vasily.onl 2025-05-23 17:14:08 +08:00
  • f67b6b8ebd removed strategy stuff from here Vasily.onl 2025-05-23 17:13:12 +08:00
  • 9629d3090b Enhance README and documentation for Cycles framework Vasily.onl 2025-05-23 17:06:35 +08:00
  • 9b15f9f44f Update configuration files for BBRS strategy and add new default strategies Vasily.onl 2025-05-23 16:57:33 +08:00
  • 5d0b707bc6 Implement BBRS strategy with multi-timeframe support and enhance strategy manager Vasily.onl 2025-05-23 16:56:53 +08:00
  • 235098c045 Add strategy management system with multiple trading strategies Vasily.onl 2025-05-23 16:41:08 +08:00
  • 4552d7e6b5 Update test_bbrsi.py configuration dates for backtesting Vasily.onl 2025-05-23 15:22:03 +08:00
  • 7af8cdcb32 Enhance Bollinger Bands validation and add DatetimeIndex handling in strategies Vasily.onl 2025-05-23 15:21:40 +08:00
  • e5c2988d71 Refactor Backtest class and update strategy functions for improved modularity Simon Moisy 2025-05-22 20:02:14 +08:00
  • 00873d593f Enhance strategy output standardization and improve plotting logic Ajasra 2025-05-22 18:16:23 +08:00
  • 3a9dec543c Refactor test_bbrsi.py and enhance strategy implementations Ajasra 2025-05-22 17:57:04 +08:00
  • 934c807246 fixed depricated parameters Ajasra 2025-05-22 17:24:16 +08:00
  • 8e220b564c Merge branch 'main' of https://dep.sokaris.link/Simon/Cycles Ajasra 2025-05-22 17:15:55 +08:00
  • 1107346594 refactor to move inside strategy calculations Ajasra 2025-05-22 17:15:51 +08:00
  • 45c853efab Moved supertrend.py to Analysis subfolder Simon Moisy 2025-05-22 17:09:29 +08:00
  • 268bc33bbf Merge branch 'main' of ssh://dep.sokaris.link:2222/Simon/Cycles Simon Moisy 2025-05-22 17:05:39 +08:00
  • e286dd881a - Refactored the Backtest class for strategy modularity - Updated entry and exit strategy functions Simon Moisy 2025-05-22 17:05:19 +08:00
  • 736b278ee2 aggregate for specific condition Ajasra 2025-05-22 16:53:23 +08:00
  • a924328c90 Implement Market Regime Strategy and refactor Bollinger Bands and RSI classes Ajasra 2025-05-22 16:44:59 +08:00
  • f4873c56ff minor fixes Simon Moisy 2025-05-21 17:23:35 +08:00
  • 2fd73085b8 Refactor backtest logic for improved index retrieval Simon Moisy 2025-05-21 17:06:16 +08:00
  • 806697116d Refactor backtesting logic and introduce new components Simon Moisy 2025-05-21 17:03:34 +08:00
  • 14905017c8 Add total fees calculation to storage results Simon Moisy 2025-05-21 15:35:12 +08:00
  • ec1a86e098 Fixing last merge Simon Moisy 2025-05-21 15:14:00 +08:00
  • 0a919f825e Merge branch 'main' of ssh://dep.sokaris.link:2222/Simon/Cycles Simon Moisy 2025-05-21 15:06:56 +08:00
  • c2886a2aab Enhance trading logic and fee calculations in main.py and trend_detector_simple.py Simon Moisy 2025-05-21 14:54:44 +08:00
  • 10cc047975 Merge branch 'main' with resolved conflicts Ajasra 2025-05-20 18:44:24 +08:00
  • 955a340d02 docs Ajasra 2025-05-20 18:36:59 +08:00
  • 07b9824b69 docs Ajasra 2025-05-20 18:36:59 +08:00
  • 369b3c1daf added seaborn to plot ( a bit simpler and more features than matplotlib) Ajasra 2025-05-20 18:29:12 +08:00
  • 08c871e05a Boilinger Band and RSI implementation Ajasra 2025-05-20 18:28:53 +08:00
  • 837c505828 Refactor Ajasra 2025-05-20 16:59:17 +08:00
  • 1cdfe3973a Uv package manager Ajasra 2025-05-20 16:22:11 +08:00
  • 8ff86339d6 Add taxes functionality and refactor trading logic Simon Moisy 2025-05-20 16:14:40 +08:00
  • 7f788a4d4e Update .gitignore to include JSON files for version control, ensuring proper handling of data formats in the project. Simon Moisy 2025-05-19 18:04:24 +08:00
  • 0eb7fc77f9 Enhance data loading in main.py to support both CSV and JSON formats, improving flexibility for input data. Update date filtering and logging for better traceability. Refactor trade collection logic to ensure all trades are captured and written to separate CSV files by timeframe and stop loss percentage. Adjusted main execution parameters for broader timeframe analysis. Simon Moisy 2025-05-19 17:35:17 +08:00
  • 170751db0e Implement Google Sheets integration in main.py for batch updates of backtest results Simon Moisy 2025-05-19 02:02:03 +08:00
  • f7f0fc6dd5 Cleanup Simon Moisy 2025-05-17 14:48:30 +08:00
  • e4ded694b1 Update .gitignore to exclude PNG files from version control Simon Moisy 2025-05-17 14:48:13 +08:00
  • fa12bcb61a Update .gitignore to exclude CSV files from version control Simon Moisy 2025-05-17 14:47:51 +08:00
  • 125d4f7d52 Add BacktestCharts class for visualizing backtest results and update main.py for enhanced data processing Simon Moisy 2025-05-17 13:07:40 +08:00
  • ec8b1a7cf2 Enhance main.py with optimized data loading, logging setup, and concurrent processing for backtesting. Introduce new functions for data handling and results aggregation. Update TrendDetectorSimple to support meta supertrend backtesting and improve SuperTrend calculations with caching and parallel execution. Refactor TrendDetectorMACD for better performance in trend detection. Simon Moisy 2025-05-16 02:44:22 +08:00